Where can I find the beta cdf
I need to use beta distribution and reverse beta distribution in my project.
There is a nice but complex implementation in GSL , but I don't want to use such a large library just to get one function.
I would like to either implement it myself or link some simple library. Do you know any sources that could help me? I'm looking for any books / articles on numerical approximation of beta CDF and its inverse libraries where it can be implemented. Any other suggestions would be appreciated as well. Any programming language, but C ++ / C # is recommended.
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Well, I found several other libraries / implementations:
- Boost library for C ++
- Incorrect C # code to google code
- And a simple but not quite perfect implementation of the reverse beta cdf
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Here is the C ++ Managed Library with Beta CDF and its inverse: DCDFLIB . It is a port of the popular Fortran / C library of the same name. If you have questions about how to use the code, I am familiar with it and can help.
You can take DCDFLIB and delete what you don't use, but it will still be big. Implementing beta CDF and its inverse precision over a wide range of parameters is complex.
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Fifteen seconds of googling leads to this page on fsu.edu with code for the CDF off-center beta distribution in multiple languages.
However, I would rethink your position in the GNU GSL as it is also a pretty good quality and well tested library.
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